EFTA01582053

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 12/01/06 TO 12/31/06 1 OF 11 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY EURO Cash Balance 6,495.06 8,557.56 8,557.56 Exchange Rate: Long Market Value 1.31755001000 EUR/USD Short Market Value 1.31755001000 EUR/USD Debit Balance Short Balance Net Portfolio Value 6,495.06 8,557.56 8,557.56 BRITISH POUND STERLING Cash Balance 124.97 245.54 245.54 Exchange Rate: Long Market Value 1.96485001000 GBP/USD Short Market Value 1.96485001000 GBP/USD Debit Balance 64.86- 127.44- 127.44- Short Balance Net Portfolio Value 60.11 118.10 118.10 US DOLLAR Cash Balance 3,750,092.20 [repeated 3 times] Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 3,750,092.20 [repeated 3 times] TOTAL PORTFOLIO VALUE (USD 1 3,758,767.86 TOTAL PORTFOLIO VALUE (USD 1 3,758,767.86 CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061549 EFTA01582053